Actually I think it is the US and the FAA that are in the dark ages when it comes to medical. I am not sure, and maybe someone from the US can confirm but I believe the cost for a medical for a US aviation license is thousands.
A Canadian CAME exam is $150. A class 3 medical which is all that is needed for a Rec License can be signed by your family doctor. (Mine never charged me)
You are right about Canada not allowing sport pilots to fly in Canada because there is no medical but the cost of the FAA medical is a little prohibitive for some I am sure.